Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48884.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42200.73 Kr¶

PnL: ---------------------------------------> -232.55 Kr¶

DD now: ---------------------------------> -7.974 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:17:11.999183'

Anic Portfolio¶

Today¶

Return: -0.85 %¶

This Week¶

Return: -0.85 %¶

Total portfolio value¶

Return including deposits: 60.035 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1666.620000 199.080000 13.570000 1467.540000
Hoist Finance 35 1.610000 994.000000 15.750000 1.610000 978.250000
JM 6 1.740000 877.200000 15.000000 1.740000 862.200000
Platzer Fastigheter Holding B 12 1.380000 972.000000 13.200000 1.380000 958.800000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
Catena 2 1.320000 800.000000 10.400000 1.320000 789.600000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
HEXPOL B 9 -0.170000 1026.900000 9.000000 0.880000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
BioGaia B 8 0.600000 933.600000 5.600000 0.600000 928.000000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
EQT 4 0.000000 829.600000 0.000000 0.000000 829.600000
ASSA ABLOY B 3 0.000000 777.000000 0.000000 0.000000 777.000000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Byggmax Group 33 -0.280000 951.720000 -2.640000 -0.280000 954.360000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.530000 933.000000 -5.000000 -0.530000 938.000000
Gränges 9 -0.580000 920.700000 -5.400000 -0.580000 926.100000
OX2 13 -0.690000 941.200000 -6.500000 -0.690000 947.700000
Hexatronic Group 12 -1.000000 954.960000 -9.600000 -1.000000 964.560000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.180000 943.600000 -21.000000 -2.180000 964.600000
Latour B 4 -3.600000 824.400000 -30.800000 -3.600000 855.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Addnode Group B 11 -3.950000 882.200000 -36.300000 -3.950000 918.500000
Hexagon B 26 -1.390000 3403.400000 -48.100000 -1.390000 3451.500000
Indutrade 5 -4.410000 1161.000000 -53.500000 -4.410000 1214.500000
Bufab 3 -5.040000 1050.600000 -55.800000 -5.040000 1106.400000
BHG Group 97 -4.460000 1390.980000 -64.020000 -4.400000 1455.000000
Vitec Software Group B 2 -6.460000 1014.000000 -70.000000 -6.460000 1084.000000
INVISIO 16 -2.170000 3600.000000 -80.000000 -2.170000 3680.000000
TOTAL 42200.730000 -232.550000 -7.97438% 42433.280000

Updated:¶

'2023-07-03 12:17:29.105854'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶